What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987

Lallmahomed, Naguib and Taubert, Peter
(1989):
What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987.
Published in: Bulletin du GREED, Groupe de Recherche en Economie de Developpement, Universite de Paris I (Pentheon-Sorbonne)
, Vol. No. 10, No. February 1989
(23 February 1989): pp. 39-51.

Abstract

In this paper, we attempt to show the validity and limits of univariate time series modeling applied to annual production of sugar in Mauritius form 1879 to 1987. We analyse the series through the main components of long-term growth and stationary dynamics of short-term coupled with the impact of exogenous shocks.

Item Type:

MPRA Paper

Original Title:

What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987

Box, G.E.P. and D.A. Pierce (1970), 'Distribution of residual autocorelations in autoregressive-integrated moving average time series models’, Journal of the American Statitical Association, 65, 1509-1526.